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<FONT face=Arial color=#0000ff
size=2>Perhaps HHP...
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>But I would expect that if we were adding real time data, i.e. many
points/day. My formula doesn't know the difference between any of the OHLC price
arrays. The Open and Close appear to keep their significance while the High and
Low lose it. For some reason the H&L just averages out into average
volatility and, at least in composites.
<FONT face=Arial color=#0000ff
size=2><FONT
face=Arial color=#0000ff size=2>
<FONT face=Arial color=#0000ff
size=2>I would like to use composites for short term price prediction, like
price movements over the next day or so using Candle stick patterns. This
doesn't seem to work - has anybody tried it?
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>herman
<FONT face=Tahoma
size=2>-----Original Message-----From: harveyhp
[mailto:harveyhp@xxxxxxx]Sent: December 27, 2003 2:34
AMTo: amibroker@xxxxxxxxxxxxxxxSubject: Re: [amibroker]
A Composite problem with High and Lows
Herman,
Isn't this because the NDX and QQQ indices show
the highest and lowest momentary values actually reached during the day,
whereas the composites are necessarily calculated as if all the components
reached their highs and lows simultaneously?
HHP
=============
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
Herman
vandenBergen
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">AmiBroker
Sent: 26 December, 2003 2:06 AM
Subject: [amibroker] A Composite
problem with High and Lows
<SPAN
class=270211809-26122003>Why do the Highs and Lows (Candle Shadows) in my
composites become useless?
<SPAN
class=270211809-26122003>
The NDX and QQQ
Candle plots have normal looking shadows... nice to work
with.
<SPAN
class=270211809-26122003>
However the
Highs and Lows in my Composites have lost all meaningful properties...Most
shadows in the composite extend up and down to about the same extend
while this is not the case with the NDX and QQQ.
<SPAN
class=270211809-26122003><SPAN
class=270211809-26122003><SPAN
class=270211809-26122003>
I want to
perform Candle Analysis on my Composites, how can I create composites with
more meaningfull Shadows, like they occur in the QQQ and NDX?
<SPAN
class=270211809-26122003>
<SPAN
class=270211809-26122003>herman
[Code used to
create the composite is at the bottom of this email]
<SPAN
class=270211809-26122003>
<SPAN
class=270211809-26122003>
<IMG alt=""
hspace=0 src="jpg00399.jpg" align=baseline
border=0>
<SPAN
class=270211809-26122003>
<FONT
face=Arial>Buy<FONT
color=#000000>=Sell<FONT
color=#000000>=Short<FONT
color=#000000>=Cover<FONT
color=#000000>=0<FONT
size=2>; <FONT
color=#0000ff>AddToComposite(<FONT
color=#ff00ff>1,<FONT
color=#ff00ff>"~N100comp",<FONT
color=#ff00ff>"V"<FONT
color=#000000>); AddToComposite<FONT
color=#000000>(O<FONT
color=#000000>,"~N100comp"<FONT
color=#000000>,"O"<FONT
size=2>); <FONT
color=#0000ff>AddToComposite(<FONT
color=#ff0000>H,<FONT
color=#ff00ff>"~N100comp",<FONT
color=#ff00ff>"H"<FONT
color=#000000>); AddToComposite<FONT
color=#000000>(L<FONT
color=#000000>,"~N100comp"<FONT
color=#000000>,"L"<FONT
size=2>); <FONT
color=#0000ff>AddToComposite(<FONT
color=#ff0000>C,<FONT
color=#ff00ff>"~N100comp",<FONT
color=#ff00ff>"C");
<SPAN
class=270211809-26122003>
<FONT
face=Arial>SetForeign<FONT
color=#000000>(<FONT
color=#ff00ff>"~N100comp"<FONT
face=Arial>); <FONT
color=#0000ff>PlotOHLC(<FONT
color=#ff0000>O/<FONT
color=#ff0000>V,<FONT
color=#ff0000>H/<FONT
color=#ff0000>V,<FONT
color=#ff0000>L/<FONT
color=#ff0000>V,<FONT
color=#ff0000>C/<FONT
color=#ff0000>V,<FONT
color=#ff00ff>"N100comp",<FONT
color=#ff00ff>1,<FONT
color=#ff00ff>64);
<SPAN
class=270211809-26122003>
<SPAN
class=270211809-26122003> Send BUG
REPORTS to bugs@xxxxxxxxxxxxxSend SUGGESTIONS to
suggest@xxxxxxxxxxxxx-----------------------------------------Post
AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx (Web page:
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Send BUG REPORTS to
bugs@xxxxxxxxxxxxxSend SUGGESTIONS to
suggest@xxxxxxxxxxxxx-----------------------------------------Post
AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx (Web page: <A
href="">http://groups.yahoo.com/group/amiquote/messages/)--------------------------------------------Check
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Your use of Yahoo! Groups is subject to the <A
href="">Yahoo! Terms of Service.
Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
-----------------------------------------
Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
(Web page: http://groups.yahoo.com/group/amiquote/messages/)
--------------------------------------------
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To visit your group on the web, go to:http://groups.yahoo.com/group/amibroker/
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Attachment:
Description: ""
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